-14.4%
OVV vs XYL
+408.9%
-423.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.7% |
| 7D | -16.7% | +5.9% | -22.5% | -20.1% |
| 30D | -1.5% | -3.9% | +2.4% | -0.9% |
| 3M | +1.6% | -18.7% | +20.2% | +13.0% |
| 6M | +2.0% | -16.9% | +18.9% | +10.5% |
| YTD | +56.8% | -27.4% | +84.2% | +82.2% |
| 1Y | +64.8% | -34.0% | +98.9% | +104.2% |
| 3Y | +38.3% | +5.6% | +32.7% | +20.4% |
| 5Y | +84.9% | -20.6% | +105.4% | +90.2% |
| 10Y | +54.5% | +133.4% | -78.9% | -17.4% |
| All | -14.4% | +408.9% | -423.3% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling